I could say go karting, horse-riding, visit to the Roman town, but if it's really tipping down then none of these are much of an option. In truth there is not a lot in Alcudia itself if the weather is lousy. Indoor excursions are more a thing for the south, like the Palma Aquarium or the House of Katmandu in Magaluf. But it may be you're worrying unduly. Some forecasts may be showing cloud or rain but they can often show these, but they are not always that accurate. The current weather is fine. The local weather boys say it might rain this coming weekend but they cannot be certain, so if they can't be I don't see how these so-called forecasts can be any more so. This said, the weather has been poor. Palma has so far registered over four times more than the monthly average. By the way, the market takes place on both Tuesday and Sunday. Just hope it's good for you.